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Brownian Motion
An Introduction to Stochastic Processes
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Stochastic processes occur in a large number of fields in sciences and engineering, so they need to be understood by applied mathematicians, engineers and scientists alike. This work is ideal for a first course introducing the reader gently to the subject matter of stochastic processes. It uses Brownian motion since this is a stochastic process which is central to many applications and which allows for a treatment without too many technicalities. All chapters are modular and are written in a style where the lecturer can "pick and mix" topics. A "dependence chart" will guide the reader when arrange her/his own digest of material.
Subject categories
- Academic > Mathematics > Probabilities. Mathematical statistics > Stochastic processes
- Academic > Mathematics > Probabilities. Mathematical statistics > Markov processes
- Academic > Mathematics > Probabilities. Mathematical statistics > Brownian motion processes
- Academic > Mathematics > General
- Mathematics > Algebra
- Mathematics > Study & Teaching
- Mathematics > Applied
- Education > Teaching Methods & Materials
ISBNs
3110278987
9783110278897
9783110278989

